-5.9%
DASH vs USFR
+21.4%
-27.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -10.2% | +0.1% | -10.3% | -10.4% |
| 30D | -8.2% | +0.4% | -8.6% | -8.9% |
| 3M | -15.9% | +1.1% | -17.0% | -17.8% |
| 6M | +13.3% | +2.1% | +11.3% | +8.4% |
| YTD | -21.3% | +3.4% | -24.7% | -27.3% |
| 1Y | -11.1% | +4.1% | -15.2% | -19.4% |
| 3Y | +103.8% | +14.4% | +89.4% | +43.7% |
| 5Y | -21.6% | +21.4% | -43.1% | -54.6% |
| All | -5.9% | +21.4% | -27.3% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling